Two Optimization Methods for Portfolio Investment Decision
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F830.9

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    Abstract:

    On the basis of introducing some fundamental theories and computational methods of portfolio investment, this paper derives a decision model for searching optimal portfolio with the utility function. Then,after comparing the new model with the conditional extreme optimization model,which has been usually considered by people,the result shows the new model would be more efficient under certain conditions.

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刘星 杨秀苔.证券组合投资决策的两种最优化方法[J].重庆大学学报,1996,19(1):79~84

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